+2,155.1%
CAKE vs SPXS
-100.0%
+2,255.1%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.9% | -4.2% | -1.6% |
| 7D | -5.6% | +6.4% | -12.0% | -3.2% |
| 30D | -10.5% | +6.0% | -16.5% | -8.3% |
| 3M | +43.6% | -11.6% | +55.3% | +37.0% |
| 6M | +63.0% | -28.7% | +91.8% | +44.0% |
| YTD | +102.9% | -26.3% | +129.2% | +82.9% |
| 1Y | +75.6% | -34.9% | +110.6% | +51.5% |
| 3Y | +257.7% | -79.5% | +337.2% | +117.5% |
| 5Y | +156.0% | -85.9% | +241.9% | +61.5% |
| 10Y | +150.5% | -99.5% | +250.1% | -36.8% |
| All | +2,155.1% | -100.0% | +2,255.1% | -4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SPXS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling